+1,514.2%
RF vs VSH
+1,674.8%
-160.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -1.4% |
| 7D | +1.3% | +4.1% | -2.7% | +0.1% |
| 30D | -3.6% | -4.2% | +0.5% | -2.9% |
| 3M | +8.1% | -50.0% | +58.1% | +27.7% |
| 6M | +11.5% | +80.2% | -68.7% | -13.2% |
| YTD | +15.6% | +121.1% | -105.5% | -15.9% |
| 1Y | +15.7% | +112.0% | -96.3% | -15.5% |
| 3Y | +86.9% | +22.5% | +64.4% | +55.9% |
| 5Y | +89.8% | +64.0% | +25.8% | +43.4% |
| 10Y | +344.7% | +170.4% | +174.3% | +191.7% |
| All | +1,514.2% | +1,674.8% | -160.6% | +536.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling